https://github.com/cran/KRLS
Tip revision: 516391c82447286fefa3d8f3edd47febd3b91131 authored by Jens Hainmueller on 26 December 2011, 00:00:00 UTC
version 0.2
version 0.2
Tip revision: 516391c
solveforc.R
solveforc <-
function(y=NULL,Eigenobject=NULL,lambda=NULL){
nn <- nrow(y)
Ginv <- tcrossprod(tcrossprod(Eigenobject$vectors,diag(c(1/(Eigenobject$values+lambda)),nn,nn)),Eigenobject$vectors)
coeffs <- tcrossprod(Ginv,t(y))
Le <- as.vector(crossprod(coeffs/diag(Ginv)))
return(list(coeffs=coeffs,
Le=Le)
)
}